Quantitative Developer

About the Company:

Our client is a leading asset management firm with $50 billion in AUM and is hiring a Quantitative Developer.

Responsibilities:

• Implement models using sound numerical and computational techniques
• Develop analytical libraries and tools leveraging both open source and proprietary numerical software packages
• Develop methodologies, algorithms and diagnostic tools for testing model stability and performance
• Engage business risk managers, clients, and other partners to present the model, technology platform and tools
• Designing, building, and optimizing performance such as global trading, back testing, systems algorithmic trading strategy, a MEV bot, staking system, mining operation, or other productized analytical tools
• Improving machine learning training and real-time model serving systems
• Integrate with cloud infrastructure providers to tackle storage and compute challenges across large datasets and parallel computations
• Partner with investment professionals and quantitative researchers to define priorities, deliver custom software solutions, and improve the investment process

Requirements:

• 5+ years development experience
• 2+ years in a quantitative development role
• Excellent programming skills with one or more languages (e.g. Python, R, C++, etc)
• Ph.D or a Master’s degree in quantitative field e.g. physics, engineering, mathematics, statistics, etc
• Exceptional quantitative and analytical skills
• Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow
• Experience with financial modeling, derivatives pricing, stochastic models
• Experience with Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design

Salary Range: 

$180,000-$300,000

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